Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47907.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46512.51 Kr¶

PnL: ---------------------------------------> -376.06 Kr¶

DD now: ---------------------------------> -1.486 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:05:56.752399'

Anic Portfolio¶

Today¶

Return: -0.092 %¶

This Week¶

Return: -0.011 %¶

Total¶

Return: 56.837 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -0.340000 3083.600000 112.600000 3.790000 2971.000006
SAAB B 8 1.930000 3472.800000 95.800000 2.840000 3377.000000
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
AcadeMedia 12 -0.590000 603.600000 46.600000 8.370000 557.000004
Corem Property Group B 59 -0.950000 616.550000 39.550000 6.850000 576.999999
Nordea Bank Abp 29 1.090000 3492.180000 38.180000 1.110000 3453.999992
Resurs Holding 22 0.320000 611.380000 37.380000 6.510000 573.999998
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -1.100000 386.600000 31.600000 8.900000 355.000000
Norva24 Group 16 1.190000 573.120000 30.120000 5.550000 543.000000
Boozt 12 -0.780000 1683.600000 29.600000 1.790000 1653.999996
HMS Networks 2 -1.970000 696.800000 23.800000 3.540000 673.000000
Swedbank A 3 0.490000 583.950000 19.950000 3.540000 564.000000
Intrum 4 0.000000 545.400000 18.400000 3.490000 527.000000
Securitas B 6 -0.100000 588.000000 18.000000 3.160000 570.000000
Eastnine 4 -0.320000 504.800000 13.800000 2.810000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Coor Service Management Hold. 8 0.150000 542.800000 10.800000 2.030000 532.000000
OEM International B 7 -0.260000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Handelsbanken A 5 0.230000 549.000000 3.000000 0.550000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 0.070000 561.000000 -13.000000 -2.260000 574.000000
Midsona B 63 -1.210000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -0.750000 513.500000 -20.500000 -3.840000 533.999999
Essity A 4 -0.530000 1124.000000 -25.000000 -2.180000 1149.000000
International Petroleum Corp. 5 0.180000 559.000000 -35.570000 -5.980000 594.565215
Sampo Oyj SDB 7 0.090000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 2.450000 560.610000 -52.390000 -8.550000 612.999432
Fasadgruppen Group 35 2.350000 3661.000000 -150.000000 -3.940000 3810.999990
Axfood 13 0.250000 3591.900000 -164.100000 -4.370000 3756.000001
OX2 18 -0.440000 1441.800000 -222.200000 -13.350000 1663.999992
Ovzon 52 0.000000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46512.510000 -376.060000 -1.48553% 46888.564618

Updated:¶

'2023-01-25 09:06:10.082194'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶